Nuveen Municipal Value Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.90% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1221 | 6.85 | |
| 0.1133 | 8.23 | |
| 0.8433 | 47.79 | |
| -0.0433 | -2.64 | |
| 0.0476 | 2.03 | |
| 0.0166 | 1.18 | |
| -0.0428 | -3.18 | |
| 0.0521 | 3.26 | |
| -0.0851 | -3.51 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Municipal Value Fund Inc Analyses
Other Spline-GARCH Analyses on Closed-end Funds